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serialhex/normal-random.lisp

Last active September 14, 2022 15:51
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Generate normal (gaussian) random numbers in lisp!
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normal-random.lisp
(defun normal-random (mean std-dev)
"Normal random numbers, with the given mean & standard deviation."
(do* ((rand-u (* 2 (- 0.5 (random 1.0))) (* 2 (- 0.5 (random 1.0))))
(rand-v (* 2 (- 0.5 (random 1.0))) (* 2 (- 0.5 (random 1.0))))
(rand-s (+ (* rand-u rand-u) (* rand-v rand-v))
(+ (* rand-u rand-u) (* rand-v rand-v))))
((not (or (= 0 rand-s) (>= rand-s 1)))
(+ mean
(* std-dev
(* rand-u (sqrt (/ (* -2.0 (log rand-s)) rand-s))))))))
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